Financial Statistics and Mathematical Finance
From MaRDI portal
Publication:5388548
DOI10.1002/9781118316443zbMath1275.62012OpenAlexW4232125518MaRDI QIDQ5388548
Publication date: 18 April 2012
Full work available at URL: https://doi.org/10.1002/9781118316443
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06)
Related Items (6)
Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models ⋮ Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application ⋮ Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements ⋮ Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance ⋮ An analysis of the convergence of the direct simulation Monte Carlo method ⋮ Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration
Uses Software
This page was built for publication: Financial Statistics and Mathematical Finance